-34.8%
RKT vs ALHC
-60.6%
+25.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.5% | -2.6% | -4.6% |
| 7D | -7.5% | -0.8% | -6.7% | -7.4% |
| 30D | +26.6% | -9.6% | +36.2% | +28.3% |
| 3M | -2.4% | -44.5% | +42.1% | +6.5% |
| 6M | -7.4% | -59.2% | +51.8% | +4.9% |
| YTD | -29.2% | -62.0% | +32.8% | -19.6% |
| 1Y | -23.5% | -54.8% | +31.3% | -16.0% |
| 3Y | +73.9% | +25.0% | +48.9% | +39.9% |
| 5Y | -6.6% | -65.3% | +58.7% | -11.9% |
| All | -34.8% | -60.6% | +25.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling